C / C++ Numerical Library

Advanced analytics functions for C/C++ applications

The IMSL C Numerical Library provides mathematical and statistical functionality for building advanced analytics tools. IMSL C Numerical Library provides the essential building blocks needed to develop analytic tools for your organization. Allowing you to understand what and why something happened using algorithms for descriptive and diagnostic analytics. The library has powerful algorithms to predict what might happen and what should happen using predictive and prescriptive analytic techniques. Developing with IMSL C helps organizations achieve insights and value through advanced data analytics.

Additionally, IMSL combined with SourcePro DB makes it easier to move analytics into the database with native support for embedded analytics solutions. To see how, read this white paper on using IMSL C Library analytics with SourcePro DB.

The latest release of IMSL C Numerical Library is now available for download. Learn what's new in the latest version.

Typical application areas

Financial services

Options pricing
Hedge fund trading analysis
Real-time, systematic risk management
Portfolio optimization

Manufacturing

Risk management
Logistics
Optimize
Just-in-time inventory

Retail

Content specific marketing
Just-in-time inventory
Touch point retail sales analytics
Risk assessment

Collection analytics
Computational biology analysis and modeling
ISVs embedding mathematical engines into their software offerings

Consumer product goods

Real-time warranty and defect analysis
Supplier risk management
Resource hedging

Oil and gas

Oil well performance analysis
Operations performance management

To learn more about the functional areas in IMSL Numerical Libraries please click here.

“The random number generator routines are the core of this model, and the IMSL Libraries are very fast and very accurate. We've had good results comparing with real systems, enabling us to use the model in real-time.”

Dr. Giuseppe Brusasca,
ENEL

Research Scientist

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Open Source Support

Resolve open source issues ranging from package selection and setup to integration and production problems with expert, commercial-grade technical support.

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Static Code Analysis

Detect security, safety, and reliability issues continuously as code is written – as early as possible.

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Dynamic Analysis

See and prevent execution, memory, and data issues on running systems with highly scalable and customizable dynamic analysis.

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Application Security

Protect your software against security risks by detecting vulnerabilities within code and during runtime. With advanced static code analysis, runtime debugging, predictive analytics, and open source scanning, you’re covered.

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